-1.5%
TSCO vs DXCM
-13.9%
+12.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.7% |
| 7D | +0.3% | +4.9% | -4.7% | -0.1% |
| 30D | +11.3% | -0.2% | +11.5% | +11.3% |
| 3M | +1.5% | -8.9% | +10.4% | +2.0% |
| 6M | +24.0% | +42.3% | -18.3% | +21.3% |
| YTD | -25.7% | +25.6% | -51.2% | -26.9% |
| 1Y | -33.6% | +39.5% | -73.1% | -34.9% |
| 3Y | -1.5% | -15.3% | +13.7% | -4.9% |
| All | -1.5% | -13.9% | +12.4% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling